Equivalence of Infinitely Divisible Distributions
Hudson, William N. ; Tucker, Howard G.
Ann. Probab., Tome 3 (1975) no. 6, p. 70-79 / Harvested from Project Euclid
If $F$ is an infinitely divisible distribution function without a Gaussian component whose Levy spectral measure $M$ is absolutely continuous and $M(\mathbb{R}^1\backslash\{0\}) = \infty$, then $F$ is shown to have an a.e. positive density over its support; this support of $F$ is always an interval of the form $(-\infty, \infty), (-\infty, a\rbrack$ or $\lbrack a, \infty)$. In addition, sufficient conditions are obtained for two infinitely divisible distribution functions without Gaussian components to be absolutely continuous with respect to each other, i.e., equivalent.
Publié le : 1975-02-14
Classification:  Infitely divisible distribution functions and characteristic functions,  absolute continuity of measures,  equivalence of measures,  60E05
@article{1176996449,
     author = {Hudson, William N. and Tucker, Howard G.},
     title = {Equivalence of Infinitely Divisible Distributions},
     journal = {Ann. Probab.},
     volume = {3},
     number = {6},
     year = {1975},
     pages = { 70-79},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996449}
}
Hudson, William N.; Tucker, Howard G. Equivalence of Infinitely Divisible Distributions. Ann. Probab., Tome 3 (1975) no. 6, pp.  70-79. http://gdmltest.u-ga.fr/item/1176996449/